| Author(s): |
Total Authors: 3
|
| Affiliation: | [1] Univ Fed Rio de Janeiro, Inst Matemat, Dept Metodos Estat, BR-21945970 Rio De Janeiro - Brazil
[2] Univ Nice Sophia Antipolis, CNRS, UMR 6621, Lab JA Dieudonne, F-06108 Nice 2 - France
[3] Princeton Univ, Inst Neurosci, Princeton, NJ 08540 - USA
[4] Princeton Univ, Dept Psychol, Princeton, NJ 08540 - USA
Total Affiliations: 4
|
| Document type: | Journal article |
| Source: | Markov Processes and Related Fields; v. 19, n. 1, p. 51-82, 2013. |
| Web of Science Citations: | 4 |
| Abstract | |
We obtain explicit upper bounds for the (d) over bar -distance between a chain of infinite order and its canonical k-steps Markov approximation. Our proof is entirely constructive and involves a ``coupling from the past{''} argument. The new method covers non-necessarily continuous probability kernels, and chains with null transition probabilities. These results imply in particular the Bernoulli property for these processes. (AU) | |
| FAPESP's process: | 09/09494-0 - Bootstrap and model selection for stochastic chains with memory of variable length |
| Grantee: | Matthieu Pierre Lerasle |
| Support Opportunities: | Scholarships in Brazil - Post-Doctoral |
| FAPESP's process: | 09/09809-1 - Stochastic processes with variable length memory: Monge-Kantorovich problem, bootstrap and particle systems |
| Grantee: | Alexsandro Giacomo Grimbert Gallo |
| Support Opportunities: | Scholarships in Brazil - Post-Doctoral |
| FAPESP's process: | 08/08171-0 - Modeling populations of neurons with multicomponent systems with variable range interactions |
| Grantee: | Daniel Yasumasa Takahashi |
| Support Opportunities: | Scholarships in Brazil - Post-Doctoral |